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dr Anna Pajor
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| e-mail: | ***@cyf-kr.edu.pl |
| phone: | +48-12-2937470 |
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Affiliation: |
Cracow University of Economics
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| address: | Rakowicka 27, Kraków, 31-510, Poland | | phone: | +48-12-2935779 | | fax: | +48-12-2939039 | | web: | http://ae.krakow.pl | |
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Publications: |
- Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models
- Bayesian forecasting of the discounted payoff of european call options on WIG20 index in discrete-time SV models
- Bayesian Value-at-Risk and Expected Shortfall for a portfolio (multi- and univariate approaches)
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